Min-Teh Yu

Min-Teh Yu

Dr., University Chair Professor, Institute of Finance, National Chiao Tung University, Taiwan.

Research interests: financial institutions, risk management and insurance, derivatives markets.

Education: 

  • Ph.D., Ohio State University. 
  • MA, Ohio State University. 
  • BA, National Taiwan University. 

Experiences: 

  • 2012-present - President of Financial Engineering Association of Taiwan. 
  • 2012-present - President of Taiwan Risk and Insurance Association. 
  • August 2010-July 2012 - Professor of Finance, National Taiwan University. 
  • August 2002-July 2010 - President of Providence University. 
  • August 1999-July 2002 - Dean and Professor of Finance, Yuan Ze University. 
  • August 1998-July1999 - Visiting Professor of Finance, Drexel University. 
  • August 1995-July1998 - Professor and Chair of Finance, National Central University. 

Recent papers: 

  • Price and Liquidity Effects of Switching Exchange Listings, Emerging Market Finance and Trade (SSCI) (with T.- L. Liao), 2013.
  • A Fractional Cointegration Approach to Testing the Ohlson Accounting Based Valuation Model, Review of Quantitative Finance and Accounting (with S.-C. Lee, C.-T. Lin), 2012. 
  • Book-to-Market Equity and Asset Correlations: Implications for Basel Capital Requirements, Journal of Business Finance and Accounting (SSCI) (with S.-C. Lee, C.-T. Lin), 2012.
  • Valuation of Catastrophe Equity Puts with Markov-Modulated Poisson Processes, Journal of Risk and Insurance (SSCI) (with S.-K. Lin and C.-C. Chang), 2011. 
  • Pricing Unemployment Insurance - An Unemployment-Duration-Adjusted Approach, ASTIN Bulletin - The Journal of the International Actuarial Association (SCI), (SSCI), (with H.-L. Chuang), 2010. 
  • Estimating the Cost of Deposit Insurance with Stochastic Interest Rates: The Case of Taiwan, Quantitative Finance (SSCI) (with H. Chuang, S. Lee, and Y. Chen), 2009. 
  • Futures Margin Requirement - A Comparison of Value-at-Risk with Expected Shortfall Measures, Advances in Financial Planning and Forecasting (others) (with L.-C. Ho), 2008. 

Associate Editor: 

  • Academia Economic Papers (2001-2007). 
  • Industry and Finance (1998-present). 
  • Insurance Monograph (2001-2003). 
  • International Journal of Business and Economics (2000-present).
  • Journal of Chinese Statistical Association (2006-2008). 
  • Journal of Risk Management (1999-present). 
  • Journal of Financial Studies (2000-present). 
  • Journal of Management (2002-present). 
  • Management Review (2003-present). 
  • Pacific-Basin Finance Journal (1997-2006). 
  • Pan Pacific Management Review (1999-2007). 
  • Review of Securities and Futures Markets (1998-present). 
  • Tamsui Oxford Journal of Management Science (1999-present). 
 
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